-13.8%
VFC vs VIK
+31.2%
-45.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -0.9% |
| 7D | -3.3% | -1.8% | -1.4% | -2.3% |
| 30D | -14.0% | -17.3% | +3.3% | -5.0% |
| 3M | -22.6% | -5.1% | -17.5% | -21.2% |
| 6M | -24.7% | +16.2% | -40.9% | -33.3% |
| YTD | -29.0% | +17.6% | -46.6% | -38.1% |
| 1Y | -13.8% | +33.5% | -47.3% | -34.6% |
| All | -13.8% | +31.2% | -45.0% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VIK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling